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英文文献：Testing for Volatility Changes in Grain Markets-测试粮食市场的波动性变化
英文文献作者：Wu, Feng
英文文献摘要：
We use newly nonparametric volatility measures and break techniques to estimate common breaks across grain futures over the recent ten years. Our results show one structural change in realized volatilities occurred in 2006 for corn and in 2007 for soybean. But the date difference between them cannot be negligible. We disaggregate the realized volatilities into a continuous component and a jump part and found the source of structural beak in realized volatilities is from jumps.
我们使用新的非参数波动度量和突破技术来估计近十年谷物期货的常见突破。结果显示，2006年玉米和2007年大豆的已实现挥发分发生了一个结构变化。但是他们之间的日期差异是不容忽视的。将已实现的挥发分分解为连续分量和跳跃分量，发现已实现挥发分结构喙形的来源是跳跃。
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